No Arabic abstract
Modern dynamical systems theory has previously had little to say about finite difference and finite element approximations of partial differential equations (Archilla, 1998). However, recently I have shown one way that centre manifold theory may be used to create and support the spatial discretisation of pde{}s such as Burgers equation (Roberts, 1998a) and the Kuramoto-Sivashinsky equation (MacKenzie, 2000). In this paper the geometric view of a centre manifold is used to provide correct initial conditions for numerical discretisations (Roberts, 1997). The derived projection of initial conditions follows from the physical processes expressed in the PDEs and so is appropriately conservative. This rational approach increases the accuracy of forecasts made with finite difference models.
I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of finite difference models under nonlinear and other perturbations on grids with finite spacing. For example, the advection-diffusion equation is found to be stably modelled for all advection speeds and all grid spacing. The theorems establish an extremely good form for the artificial internal boundary conditions that need to be introduced to apply centre manifold theory. When numerically solving nonlinear partial differential equations, this approach can be used to derive systematically finite difference models which automatically have excellent characteristics. Their good performance for finite grid spacing implies that fewer grid points may be used and consequently there will be less difficulties with stiff rapidly decaying modes in continuum problems.
I previously used Burgers equation to introduce a new method of numerical discretisation of pde{}s. The analysis is based upon centre manifold theory so we are assured that the discretisation accurately models all the processes and their subgrid scale interactions. Here I show how boundaries to the physical domain may be naturally incorporated into the numerical modelling of Burgers equation. We investigate Neumann and Dirichlet boundary conditions. As well as modelling the nonlinear advection, the method naturally derives symmetric matrices with constant bandwidth to correspond to the self-adjoint diffusion operator. The techniques developed here may be used to accurately model the nonlinear evolution of quite general spatio-temporal dynamical systems on bounded domains.
This mini-paper presents a fast and simple algorithm to compute the projection onto the canonical simplex $triangle^n$. Utilizing the Moreaus identity, we show that the problem is essentially a univariate minimization and the objective function is strictly convex and continuously differentiable. Moreover, it is shown that there are at most n candidates which can be computed explicitly, and the minimizer is the only one that falls into the correct interval.
We present a hybridization technique for summation-by-parts finite difference methods with weak enforcement of interface and boundary conditions for second order, linear elliptic partial differential equations. The method is based on techniques from the hybridized discontinuous Galerkin literature where local and global problems are defined for the volume and trace grid points, respectively. By using a Schur complement technique the volume points can be eliminated, which drastically reduces the system size. We derive both the local and global problems, and show that the linear systems that must be solved are symmetric positive definite. The theoretical stability results are confirmed with numerical experiments as is the accuracy of the method.
We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to achieve convergence is uniformly bounded independently of the characteristic size of the underling partition. We also show that the resulting scheme provides a uniform preconditioner with respect to the number of degrees of freedom. Numerical results that validate the theory are also presented.